I have a Nikon D70s DSLR and a Nikon F90x 35mm from years ago. The great thing is that my lenses are interchangeable and I've picked up a couple of bargain lenses designed for the film range to use on my DSLR. Why Nikon? I bought the F90x secondhand for good price, no other reason! I've used Canon as well and to be honest I think they are both excellent ranges of SLRs. The other thing to consider is do any of your friends have DSLRs? If so, get the same brand as them, then you can steal lenses off each other!!!
And for the man whom I think is the web's authority on all things Nikon:
http://www.kenrockwell.com
And a users guide for D40
http://www.kenrockwell.com/nikon/d40...uide/index.htm